Distorted trading and investment decisions due to unequal access to high‑quality market data
Definition
The SEC and academic commentary emphasize that proprietary feeds provide a "faster and deeper picture" of markets than consolidated data, and that only firms that can afford these feeds can access this view.[2][5] This unequal access can lead to sub‑optimal routing and execution decisions by participants relying solely on slower or less rich data, effectively paying more or receiving worse prices than those with premium feeds.
Key Findings
- Financial Impact: For investors and brokers without premium data, the implicit cost appears as worse execution quality and opportunity cost rather than a line item; across the market, this translates into persistent slippage and missed price improvement that regulators view as significant enough to warrant structural rule changes.[2][9]
- Frequency: Intraday, continuously (every time orders are routed or executed based on incomplete data)
- Root Cause: Two‑tier market data ecosystem where exchanges sell faster proprietary feeds in addition to core consolidated data, combined with high fees that limit who can afford the best information.[2][5][9]
Why This Matters
This pain point represents a significant opportunity for B2B solutions targeting Securities and Commodity Exchanges.
Affected Stakeholders
Retail investors and brokers, Small and mid‑size asset managers, Execution desks without full prop feed coverage, Regulators evaluating best execution and fairness
Deep Analysis (Premium)
Financial Impact
$10M-$50M annually in cumulative slippage and missed arbitrage opportunities for active proprietary trading operations • $1M-$3M annually in undetected market abuse, regulatory fines for missed violations, and reputational risk; potential SEC enforcement action for inadequate surveillance infrastructure • $1M-$5M annually in foregone data licensing revenue; lost market share to competing exchanges that offer better retail-platform data tier pricing; reduced stickiness of retail broker customer base
Current Workarounds
Combination of delayed SIP data, analyst research calls, and manual monitoring of news feeds; larger orders executed via algorithmic trading with conservative slippage assumptions • Limited market data tier offerings; bundling of standard data with platform access; informal discussions with retail brokers on willingness-to-pay; monitoring of competitor pricing; Excel models of revenue scenarios • Manual back-testing of execution quality; comparative analysis via spreadsheets against known benchmarks; documentation of execution policies without systematic measurement; legal memos explaining data limitations; informal discussions with compliance consultants
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Methodology & Sources
Data collected via OSINT from regulatory filings, industry audits, and verified case studies.
Evidence Sources:
- https://www.sec.gov/newsroom/speeches-statements/crenshaw-statement-market-data-infrastructure-120920
- https://www.federalregister.gov/documents/2021/04/09/2020-28370/market-data-infrastructure
- https://news.law.fordham.edu/jcfl/2021/03/05/the-stock-exchanges-vs-sec-how-the-new-market-data-infrastructure-regulations-will-help-the-common-investor/
Related Business Risks
Under‑licensed and under‑reported market data usage causing recurring revenue leakage
Overspending on proprietary feeds and connectivity far above cost to provide
Complex fee and licensing structures driving billing disputes and rework
Delayed collections from disputed and manually reconciled market data invoices
Innovation and trading capacity constrained by high and rigid data licensing costs
Regulatory challenges and rule changes tied to conflicts of interest in market data sales
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